Blackrock Moderate Prepared Fund Market Value
| BIMPX Fund | USD 12.59 0.03 0.24% |
| Symbol | Blackrock |
Blackrock Moderate 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Blackrock Moderate's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Blackrock Moderate.
| 04/21/2024 |
| 05/21/2024 |
If you would invest 0.00 in Blackrock Moderate on April 21, 2024 and sell it all today you would earn a total of 0.00 from holding Blackrock Moderate Prepared or generate 0.0% return on investment in Blackrock Moderate over 30 days. Blackrock Moderate is related to or competes with Vanguard Wellesley, and The Hartford. The fund, which is a fund of funds, normally obtains exposure to equity securities in an amount equal to 40 percent of i... More
Blackrock Moderate Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Blackrock Moderate's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Blackrock Moderate Prepared upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5462 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.28 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.6584 |
Blackrock Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackrock Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackrock Moderate's standard deviation. In reality, there are many statistical measures that can use Blackrock Moderate historical prices to predict the future Blackrock Moderate's volatility.| Risk Adjusted Performance | 0.0626 | |||
| Jensen Alpha | 0.0353 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.7934 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blackrock Moderate's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Blackrock Moderate Backtested Returns
We consider Blackrock Moderate very steady. Blackrock Moderate secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackrock Moderate Prepared, which you can use to evaluate the volatility of the entity. Please confirm Blackrock Moderate's mean deviation of 0.2971, and Risk Adjusted Performance of 0.0626 to double-check if the risk estimate we provide is consistent with the expected return of 0.0521%. The fund shows a Beta (market volatility) of 0.0486, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackrock Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackrock Moderate is expected to be smaller as well.
Auto-correlation | 0.46 |
Average predictability
Blackrock Moderate Prepared has average predictability. Overlapping area represents the amount of predictability between Blackrock Moderate time series from 21st of April 2024 to 6th of May 2024 and 6th of May 2024 to 21st of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blackrock Moderate price movement. The serial correlation of 0.46 indicates that about 46.0% of current Blackrock Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blackrock Moderate lagged returns against current returns
Autocorrelation, which is Blackrock Moderate mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Blackrock Moderate's mutual fund expected returns. We can calculate the autocorrelation of Blackrock Moderate returns to help us make a trade decision. For example, suppose you find that Blackrock Moderate has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Blackrock Moderate regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Blackrock Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackrock Moderate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackrock Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blackrock Moderate Lagged Returns
When evaluating Blackrock Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackrock Moderate mutual fund have on its future price. Blackrock Moderate autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Blackrock Moderate autocorrelation shows the relationship between Blackrock Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blackrock Moderate Prepared.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Blackrock Moderate Correlation, Blackrock Moderate Volatility and Blackrock Moderate Alpha and Beta module to complement your research on Blackrock Moderate. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Blackrock Moderate technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.